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Bernard, Carole
14
Zhou, Xun Yu
13
Quittard-Pinon, François
5
Le Courtois, Olivier
4
Jin, Hanqing
3
Tian, Weidong
3
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He, Xue Dong
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Xia, Jianming
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Operations research : the journal of the Operations Research Society of America
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Insurance / Mathematics & economics
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Decision
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of mathematical economics
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of computational finance
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
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1
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
He, Xue Dong
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
57
(
2011
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10008820072
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2
PORTFOLIO CHOICE VIA QUANTILES
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-232
Persistent link: https://www.econbiz.de/10008821265
Saved in:
3
Optimal risk and dividend control for a companywith a debt liability
Taksar, Michael I.
;
Zhou, Xun Yu
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 105
Persistent link: https://www.econbiz.de/10006919609
Saved in:
4
BOOK REVIEWS - Stochastic Modeling and Optimization
Lev, Benjamin
;
Yao, David D.
;
Zhang, Hanqin
;
Zhou, Xun Yu
- In:
Interfaces : the INFORMS journal on the practice of …
34
(
2004
)
2
,
pp. 162-166
Persistent link: https://www.econbiz.de/10006246909
Saved in:
5
Tracking a Financial Benchmark Using a Few Assets
Yao, David D.
;
Zhang, Shuzhong
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
54
(
2006
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10006416948
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6
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
Lim, Andrew E.B.
;
Zhou, Xun Yu
- In:
Mathematics of operations research
27
(
2002
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10006418594
Saved in:
7
ARTICLES - Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties
Yan, Houmin
;
Zhou, Xun Yu
;
Yin, G.
- In:
Operations research : the journal of the Operations …
47
(
1999
)
4
,
pp. 535-549
Persistent link: https://www.econbiz.de/10006419541
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8
Computational Evaluation of Hierarchical Production Control Policies for Stochastic Manufacturing Systems
Samaratunga, Chand
;
Sethi, Suresh P.
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
45
(
1997
)
2
,
pp. 258-274
Persistent link: https://www.econbiz.de/10006420225
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9
Deterministic Near-optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach
Zhou, Xun Yu
- In:
Mathematics of operations research
21
(
1996
)
3
,
pp. 655-674
Persistent link: https://www.econbiz.de/10006420532
Saved in:
10
Portfolio Optimization Under a Minimax Rule
Cai, Xiaoqiang
;
Teo, Kok-Lay
;
Yang, Xiaoqi
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
46
(
2000
)
7
,
pp. 957-972
Persistent link: https://www.econbiz.de/10006093949
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